+79.2%
CIFR vs CLS
+4,238.2%
-4,159.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | +16.9% | +4.6% | +12.4% | +14.2% |
| 30D | -5.2% | -13.9% | +8.7% | +2.7% |
| 3M | -30.6% | -26.6% | -4.0% | -18.2% |
| 6M | +10.6% | +15.4% | -4.8% | +0.1% |
| YTD | +20.2% | +5.7% | +14.5% | +12.9% |
| 1Y | +139.7% | +41.1% | +98.6% | +92.0% |
| 3Y | +489.4% | +1,228.6% | -739.2% | +56.3% |
| 5Y | +54.4% | +3,240.6% | -3,186.2% | -69.7% |
| All | +79.2% | +4,238.2% | -4,159.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling